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Stochastic analysis and diffusion processes by G. Kallianpur and P. Sundar, pp 352, £65 (hbk), £29.99 (pbk) ISBN 978-0-965706-3, ISBN 978-0-965707-0, Oxford Graduate Texts in Mathematics 24, Oxford University Press (2014).

Review products

Stochastic analysis and diffusion processes by G. Kallianpur and P. Sundar, pp 352, £65 (hbk), £29.99 (pbk) ISBN 978-0-965706-3, ISBN 978-0-965707-0, Oxford Graduate Texts in Mathematics 24, Oxford University Press (2014).

Published online by Cambridge University Press:  25 August 2015

Dave Applebaum*
Affiliation:
Department of Probability and Statistics, University of Sheffield, Hicks Building, Hounsfield Road, Sheffield S3 7RH e-mail: d.applebaum@sheffield.ac.uk

Abstract

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Type
Reviews
Copyright
Copyright © The Mathematical Association 2014

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References

1. Steele, J.M., Stochastic Calculus and Financial Applications, Springer-Verlag (2001).Google Scholar
2. Schilling, R.L., Partzsch, L., Brownian Motion: An Introduction to Stochastic Processes, de Gruyter (2012).Google Scholar